They specifically control for the following lifestyle factors: "smoking status, alcohol consumption, physical activity, body mass index (BMI) and vegetable and fruit consumption."
(Ctrl+f for "covariates")
In the conclusion, they acknowledge: "Although we had carefully adjusted for potential confounding lifestyle-related factors in our analyses, we could not exclude the possibility that the results were confounded by unmeasured lifestyle-related factors."
But if someone "works out heavily and supplements," that should show up in self reported physical activity, and indirectly in BMI.